| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 9.0% |
| Cumulative Return | -79.13% |
| CAGR﹪ | -99.72% |
| Sharpe | -3.17 |
| Prob. Sharpe Ratio | 0.0% |
| Smart Sharpe | -3.05 |
| Sortino | -3.39 |
| Smart Sortino | -3.26 |
| Sortino/√2 | -2.4 |
| Smart Sortino/√2 | -2.3 |
| Omega | 0.09 |
| Max Drawdown | -79.13% |
| Longest DD Days | 68 |
| Volatility (ann.) | 0.19% |
| Calmar | -1.26 |
| Skew | -1.15 |
| Kurtosis | 139.9 |
| Expected Daily | -0.0% |
| Expected Monthly | -40.69% |
| Expected Yearly | -79.13% |
| Kelly Criterion | -105.91% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.02% |
| Expected Shortfall (cVaR) | -0.02% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 1 |
| Gain/Pain Ratio | -1.0 |
| Gain/Pain (1M) | -1.0 |
| Payoff Ratio | 0.76 |
| Profit Factor | 0.09 |
| Common Sense Ratio | 0.0 |
| CPC Index | 0.01 |
| Tail Ratio | 0.0 |
| Outlier Win Ratio | 0.0 |
| Outlier Loss Ratio | 1.61 |
| MTD | -15.27% |
| 3M | -79.13% |
| 6M | -79.13% |
| YTD | -79.13% |
| 1Y | -79.13% |
| 3Y (ann.) | -99.72% |
| 5Y (ann.) | -99.72% |
| 10Y (ann.) | -99.72% |
| All-time (ann.) | -99.72% |
| Best Day | 0.47% |
| Worst Day | -0.31% |
| Best Month | -15.27% |
| Worst Month | -54.52% |
| Best Year | -79.13% |
| Worst Year | -79.13% |
| Avg. Drawdown | -79.13% |
| Avg. Drawdown Days | 68 |
| Recovery Factor | 1.98 |
| Ulcer Index | 0.55 |
| Serenity Index | -0.0 |
| Avg. Up Month | - |
| Avg. Down Month | -38.55% |
| Win Days | 10.92% |
| Win Month | 0.0% |
| Win Quarter | 0.0% |
| Win Year | 0.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2023 | -156.65% | -79.13% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-01 | 2023-03-10 | -79.13 | 68 |